Anic Equity¶

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Total return since start: 0.707 %¶

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Equity now: -----------------------------> 52132.13 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45797.1 Kr¶

PnL: ---------------------------------------> -955.9 Kr¶

DD now: ---------------------------------> -1.86 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 12:03:37.099887'

Anic Portfolio¶

Today¶

Return: -0.352 %¶

This Week¶

Return: -0.352 %¶

Total portfolio value¶

Return including deposits: 70.667 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 -4.150000 667.870000 28.870000 4.520000 638.999984
SynAct Pharma 9 -0.930000 667.800000 22.800000 3.530000 645.000003
Embracer Group B 26 1.580000 684.710000 22.710000 3.430000 661.999988
Biotage 4 0.130000 619.200000 16.200000 2.690000 603.000000
Addtech B 3 1.450000 713.400000 13.400000 1.910000 699.999999
Eastnine 6 -2.960000 669.600000 12.600000 1.920000 657.000000
Indutrade 5 1.640000 1332.000000 12.000000 0.910000 1320.000000
Vitrolife 3 1.870000 688.200000 11.200000 1.650000 677.000001
Xvivo Perfusion 3 -0.180000 855.000000 10.000000 1.180000 845.000001
Sdiptech B 3 0.290000 831.600000 9.600000 1.170000 822.000000
Addnode Group B 6 1.360000 759.600000 7.600000 1.010000 751.999998
Latour B 2 1.840000 454.200000 5.200000 1.160000 449.000000
Nolato B 12 -0.910000 652.200000 4.200000 0.650000 648.000000
BONESUPPORT HOLDING 10 -0.410000 1228.000000 4.000000 0.330000 1224.000000
Fortnox 10 3.740000 671.200000 3.200000 0.480000 668.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
NCC B 7 -0.960000 652.400000 -1.600000 -0.240000 653.999997
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Lime Technologies 2 -1.010000 588.000000 -5.000000 -0.840000 593.000000
Sedana Medical 135 -2.380000 4325.400000 -5.600000 -0.130000 4330.999935
Sampo Oyj SDB 1 -0.800000 498.000000 -7.000000 -1.390000 505.000000
Volati 5 -4.890000 564.000000 -10.000000 -1.740000 574.000000
Investor B 3 0.210000 646.950000 -11.050000 -1.680000 657.999999
SCA A 4 -0.680000 586.400000 -12.600000 -2.100000 599.000000
Humana 40 2.110000 656.800000 -17.200000 -2.550000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Lundin Gold 7 1.380000 922.600000 -51.400000 -5.280000 973.999999
Creades A 7 0.970000 547.050000 -63.950000 -10.470000 610.999998
Ambea 68 0.500000 2471.120000 -65.880000 -2.600000 2537.000032
Investor A 16 0.050000 3457.600000 -87.400000 -2.470000 3545.000000
New Wave B 40 -1.220000 3772.400000 -143.600000 -3.670000 3916.000000
Gaming Innovation Group 161 -0.200000 4033.050000 -154.950000 -3.700000 4187.999942
Wästbygg Gruppen B 80 -2.350000 2664.000000 -207.000000 -7.210000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 45797.100000 -955.900000 -1.86034% 46752.999863

Updated:¶

'2023-06-13 12:03:54.713326'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶